Asymptotic Characterisation of the Performance of Robust Linear Regression in the Presence of Outliers.
Matteo VilucchioEmanuele TroianiVittorio ErbaFlorent KrzakalaPublished in: AISTATS (2024)
Keyphrases
- linear regression
- robust regression
- least squares
- regression methods
- regression problems
- linear regression model
- locally weighted
- nonlinear regression
- kernel regression
- robust estimation
- ridge regression
- robust estimators
- regression trees
- regression method
- robust statistical
- missing data
- data points
- generalized linear models
- multivariate regression
- predictor variables
- density estimation
- worst case
- upper bound